Related papers: Model selection with Gini indices under auto-calib…
In many practical applications of AI, an AI model is used as a decision aid for human users. The AI provides advice that a human (sometimes) incorporates into their decision-making process. The AI advice is often presented with some measure…
This paper considers endogenous selection models, in particular nonparametric ones. Estimating the unconditional law of the outcomes is possible when one uses instrumental variables. Using a selection equation which is additively separable…
The assessment of binary classifier performance traditionally centers on discriminative ability using metrics, such as accuracy. However, these metrics often disregard the model's inherent uncertainty, especially when dealing with sensitive…
Classifier calibration does not always go hand in hand with the classifier's ability to separate the classes. There are applications where good classifier calibration, i.e. the ability to produce accurate probability estimates, is more…
Response calibration is the process of inferring how much the measured data depend on the signal one is interested in. It is essential for any quantitative signal estimation on the basis of the data. Here, we investigate self-calibration…
Well-calibrated model confidence scores can improve the usefulness of text generation models. For example, users can be prompted to review predictions with low confidence scores, to prevent models from returning bad or potentially dangerous…
Identifying statistical dependence between the features and the label is a fundamental problem in supervised learning. This paper presents a framework for estimating dependence between numerical features and a categorical label using…
Modern machine learning models with high accuracy are often miscalibrated -- the predicted top probability does not reflect the actual accuracy, and tends to be over-confident. It is commonly believed that such over-confidence is mainly due…
Fairness in recommender systems has recently received attention from researchers. Unfair recommendations have negative impact on the effectiveness of recommender systems as it may degrade users' satisfaction, loyalty, and at worst, it can…
In the field of medical image analysis, achieving high accuracy is not enough; ensuring well-calibrated predictions is also crucial. Confidence scores of a deep neural network play a pivotal role in explainability by providing insights into…
The Gini index is a function that attempts to measure the amount of inequality in the distribution of a finite resource throughout a population. It is commonly used in economics as a measure of inequality of income or wealth. We define a…
Calibration is a popular framework to evaluate whether a classifier knows when it does not know - i.e., its predictive probabilities are a good indication of how likely a prediction is to be correct. Correctness is commonly estimated…
We introduce a framework for calibrating machine learning models so that their predictions satisfy explicit, finite-sample statistical guarantees. Our calibration algorithms work with any underlying model and (unknown) data-generating…
This note relates the calibration of models to the consistent loss functions for the target functional of the model. We demonstrate that a model is calibrated if and only if there is a parameter value that is optimal under all consistent…
The machine learning community has become increasingly concerned with the potential for bias and discrimination in predictive models. This has motivated a growing line of work on what it means for a classification procedure to be "fair." In…
Knowing when a classifier's prediction can be trusted is useful in many applications and critical for safely using AI. While the bulk of the effort in machine learning research has been towards improving classifier performance,…
Calibration has been proposed as a way to enhance the reliability and adoption of machine learning classifiers. We study a particular aspect of this proposal: how does calibrating a classification model affect the decisions made by…
The Gini index underestimates inequality for heavy-tailed distributions: for example, a Pareto distribution with exponent 1.5 (which has infinite variance) has the same Gini index as any exponential distribution (a mere 0.5). This is…
Gini distance correlation (GDC) was recently proposed to measure the dependence between a categorical variable, Y, and a numerical random vector, X. It mutually characterizes independence between X and Y. In this article, we utilize the GDC…
Strategic classification studies learning in settings where self-interested users can strategically modify their features to obtain favorable predictive outcomes. A key working assumption, however, is that "favorable" always means…